-14.2%
SLB vs AA
+48.4%
-62.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.7% | -0.5% | +1.1% |
| 7D | -1.2% | +1.1% | -2.3% | -1.7% |
| 30D | +4.5% | -1.3% | +5.7% | +4.7% |
| 3M | -4.6% | -23.9% | +19.3% | +4.9% |
| 6M | -6.3% | -36.8% | +30.5% | +8.8% |
| YTD | +35.0% | -22.2% | +57.1% | +40.6% |
| 1Y | +38.8% | +10.4% | +28.5% | +24.9% |
| 3Y | +3.3% | +72.0% | -68.7% | -29.5% |
| 5Y | +73.6% | -15.6% | +89.2% | +41.9% |
| 10Y | -14.2% | +47.8% | -62.0% | -61.4% |
| All | -14.2% | +48.4% | -62.6% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling